My daughter went through this gimme gimme stage as well. And I would work my butt off to get her what I thought she really really wanted. Needless to say after playing with a certain toy etc.. she lost interest quickly. So now I chose her gimme, wants, gifts more wisely. I also have her help me go through all her toys and take them to the local thrift store. I would suggest having them help out at a local shelter of some sort where there are women and children who have nothing. Or even a local children's hospital to give to other children throughout the year or Holiday season. I think if they witness with their own eyes the less fortunate maybe this will help. I am not sure where you live but here are some websites for kids volunteering.
Kids for Community - http://www.kidsforcommunity.org/
Family Volunteering - http://www.1-800-volunteer.org/learn/family.jsp
Volunteer Match – http://www.volunteermatch.org
SERVEnet - http://www.servenet.org/
Service Leader - http://www.serviceleader.org/new/virtual/index.php
Do It - http://www.do-it.org.uk/youthnet/jsp/polopoly.jsp?d=445
Worldwide Volunteering - http://www.worldwidevolunteering.org.uk/
Online Volunteering - http://www.onlinevolunteering.org/
Also here is a great article you may like to read....